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LSQR: An Algorithm for Sparse Linear Equations and …
web.stanford.edupseudoinverse of A. The relative precision of floating-point arithmetic is e, the smallest machine-representable number such that 1 + e > 1. 2. MOTIVATION VIA THE LANCZOS PROCESS In this section we review the symmetric Lanczos process [13] and its use in solving symmetric linear equations Bx = b.